1,790
Views
21
CrossRef citations to date
0
Altmetric
Theory and Methods

Variance Change Point Detection Under a Smoothly-Changing Mean Trend with Application to Liver Procurement

, , &
Pages 773-781 | Received 01 Mar 2017, Published online: 11 Jul 2018

References

  • Benjamini, Y., and Hochberg, Y. (1995), “Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing,” Journal of the Royal Statistical Society, Series B, 57, 289–300.
  • Benjamini, Y., and Yekutieli, D. (2001), “The Control of the False Discovery rate in Multiple Testing under Dependency,” The Annals of Statistics, 29, 1165–1188.
  • Carlstein, E. G., Müller, H.-G., and Siegmund, D. (1994), Change-Point Problems, Hayward, CA: Institute of Mathematical Statistics.
  • Chen, J., and Gupta, A. K. (1997), “Testing and Locating Variance Changepoints with Application to Stock Prices,” Journal of the American Statistical Association, 92, 739–747.
  • ——— (2012), Parametric Statistical Change Point Analysis (2nd Ed.), Basel; Cambridge, MA: Birkhäuser Verlag.
  • Grégoire, G., and Hamrouni, Z. (2002), “Change Point Estimation by Local Linear Smoothing,” Journal of Multivariate Analysis, 83, 56–83.
  • Gu, C. (2013), Smoothing Spline ANOVA Models (2nd Ed.), New York: Springer-Verlag.
  • Hariz, S. B., Wylie, J. J., and Zhang, Q. (2007), “Optimal Rate of Convergence for Nonparametric Change-Point Estimators for Nonstationary Sequences,” The Annals of Statistics, 35, 1802–1826.
  • Horváth, L. (1993), “The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations,” The Annals of Statistics, 21, 671–680.
  • Inclán, C., and Tiao, G. C. (1994), “Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance,” Journal of the American Statistical Association, 89, 913–923.
  • Loader, C. R. (1996), “Change Point Estimation using Nonparametric Regression,” The Annals of Statistics, 24, 1667–1678.
  • Matteson, D. S., and James, N. A. (2014), “A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data,” Journal of the American Statistical Association, 109, 334–345.
  • Niu, Y. S., and Zhang, H. (2012), “The Screening and Ranking Algorithm to Detect DNA Copy Number Variations,” The Annals of Applied Statistics, 6, 1306–1326.
  • Pan, J., and Chen, J. (2006), “Application of Modified Information Criterion to Multiple Change Point Problems,” Journal of Multivariate Analysis, 97, 2221–2241.
  • Qiu, P. (2005), Image Processing and Jump Regression Analysis, New York: Wiley.
  • Schwarz, G. (1978), “Estimating the Dimension of a Model,” The Annals of Statistics, 6, 461–464.
  • Shang, Z., and Cheng, G. (2013), “Local and Global Asymptotic Inference in Smoothing Spline Models,” The Annals of Statistics, 41, 2608–2638.
  • Wahba, G. (1990), “Spline Models for Observational Data,” vol. 59 of CBMS-NSF Regional Conference Series in Applied Mathematics, Philadelphia, PA: SIAM.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.